Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-03 0.554027 0.624964 0.706353 0.807782 0.932439 1.082888 1.281802
2025-08-10 0.456558 0.539282 0.641276 0.779389 0.966747 1.220585 1.607247
2025-08-17 0.386992 0.470992 0.579624 0.735448 0.962638 1.299361 1.877191
2025-08-24 0.345940 0.431482 0.546599 0.720124 0.990023 1.425459 2.268814
2025-08-31 0.331383 0.424263 0.554747 0.762640 1.111265 1.735570 3.157296
2025-09-07 0.307118 0.400176 0.534806 0.757823 1.152933 1.919722 3.920988
2025-09-14 0.284731 0.376197 0.511664 0.743302 1.173062 2.068052 4.726415
2025-09-21 0.267820 0.358507 0.495838 0.737978 1.208270 2.261805 5.879428
2025-09-28 0.250899 0.339264 0.475417 0.721381 1.217174 2.398325 7.029523
2025-10-05 0.247840 0.340806 0.488274 0.765998 1.363724 2.959988 11.219684
2025-10-12 0.249730 0.350086 0.514739 0.840609 1.601563 3.970921 23.429135
2025-10-19 0.237480 0.335583 0.498831 0.828852 1.627820 4.302602 33.093275
2025-10-26 0.227262 0.324496 0.489319 0.832048 1.703548 4.940235 61.232938
2025-11-02 0.213126 0.305962 0.464858 0.800238 1.676049 5.126213 89.879317
2025-11-09 0.198294 0.285409 0.435212 0.753699 1.596329 5.015765 107.932018
2025-11-16 0.188734 0.273237 0.420079 0.737440 1.602614 5.368199 211.010577
2025-11-23 0.187457 0.275047 0.430997 0.781326 1.808294 7.173072 127573.871214
2025-11-30 0.180495 0.266526 0.421497 0.776255 1.854936 8.080911 NaN
2025-12-07 0.172985 0.256617 0.408544 0.761176 1.863047 8.741264 NaN
2025-12-14 0.167063 0.249196 0.399920 0.755647 1.905093 9.846211 NaN
2025-12-21 0.160367 0.240056 0.387254 0.738453 1.898726 10.500279 NaN
2025-12-28 0.160328 0.242862 0.398717 0.784667 2.163447 15.609391 NaN
2026-01-04 0.162684 0.250169 0.420113 0.862057 2.621786 30.078695 NaN